Many of the grasses we grow in our display gardens and sell at the nursery are not listed as hardy in USDA Z 4, Canadian Zone 5 which is the zone designation for our nursery and for the surrounding Ottawa area.
However, all the zone 5 grasses we carry have proven to be hardy for us over many years.
We are a country property and our grass gardens are in a very windy and exposed area. In our experience poor drainage plays a bigger role in the loss of grasses than cold does. Reliable snow cover is also very important in the survival of marginally hardy varieties. If you have an exposed site where snow does not accumulate or have lost grasses on that site select only those that are listed as hardy in zone 4.
We find it beneficial to leave most grasses standing over the winter to protect the crowns of the plants. They are easier to cut down in the fall but you lose the benefit of the stems which trap the grass and insulate the plants. To protect smaller grasses like Hakonechloa lay evergreen bows over the plants to trap snow and provide additional insulation.